Like in many other European cities, pickpockets and bag thieves are a constant danger in the more touristy areas of Madrid such as Plaza Mayor, Puerta del Sol, and Gran Via, as well as on subways and buses. Travelers should be especially careful with their belongings when sitting at outdoor restaurants and cafes. A good way to avert bag theft is to loop on of the handles around the leg of a table or chair, making it much more difficult to snatch and giving the traveler peace of mind to enjoy their meal.  « piilota

Madrid is full of taxis, but travelers should not be lulled into a false sense that one can be caught whenever needed. Late morning into the evening are generally good times to find cab, but it becomes more difficult after 10 p.m. when restaurants and bars are busier. Catching a taxi after 2 a.m. can be nearly impossible, although some hotels, bars and discos will have a line of taxis waiting when you exit. Be sure to ask when you arrive to ensure a safe ride home at the end of the night.  « piilota

The nightlife in Spain is famously entertaining and keeps going throughout the night. Because of the crowds in the streets, the Madrid is generally safer than most U.S. cities, but a word of caution to travelers walking alone at night on side streets around Gran Via and Puerta del Sol. If you find yourself alone on a street with a group of people nearby, walk quickly, act like you know where you’re heading, and don’t make conversation. There’s no reason for undue concern, but travelers should always be alert when walking late at night in this area.  « piilota